1 |
n |
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p |
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eps |
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type |
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 | ##---- Should be DIRECTLY executable !! ----
##-- ==> Define data, use random,
##-- or do help(data=index) for the standard data sets.
## The function is currently defined as
function (n = 100, p = 3, eps = 0.4, type = 1)
{
med <- 1:20
for (i in 1:20) {
x <- matrix(rnorm(n * p), ncol = p, nrow = n)
center <- apply(x, 2, mean)
cov <- var(x)
md2 <- mahalanobis(x, center, cov)
if (type == 1) {
out <- covmba(x)
}
if (type == 2) {
out <- rmba(x)
}
if (type == 3) {
out <- cov.mcd(x)
}
center <- out$center
cov <- out$cov
rd2 <- mahalanobis(x, center, cov)
md <- sqrt(md2)
rd <- sqrt(rd2)
const <- sqrt(qchisq(0.5, p))/median(rd)
rd <- const * rd
plot(md, rd)
abline(0, 1)
med[i] <- median(md)
}
list(med = med)
}
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